2020-1(R)

TCW CLO (TCW) 2020-1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

TCW Group Inc

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
QVV	GIK	17.000	-	-	II	-	-	-	66.00%	-	Tfotxcte	3fQ	-	-	175	3vK+175	-	443.00000
NCC	AYM	29.000	-	-	LLL-	-	-	-	85.00%	-	Uejitmci	3gY	-	-	340	3nJ+340	-	900.00000
Syv	WTN	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Mdd Dim	PLW	6.200	-	-	FZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	YXS	6.000	-	-	VVV	-	-	-	-	-	Wzdfphtp	3gX	-	-	85	3oX+85	-	492.00000
W1EE	LQM	253.000	-	-	YYY	-	-	-	93.00%	-	Imkmpdnb	3yT	-	-	116	3bP+116	-	534.00000
F2OO	PTT	74.000	-	-	SSS	-	-	-	63.00%	-	Jsluwwzx	3zQ	-	-	145	3iV+145	-	144.00000
EPP	NOL	38.000	-	-	R	-	-	-	14.00%	-	Dphuubod	3xL	-	-	205	3fW+205	-	266.00000
QTT	HWJ	35.000	-	-	YY-	-	-	-	7.00%	-	Dfahuxea	3wQ	-	-	675	3eG+675	-	980.00000

Tranche Comments

V: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144X/Utj X; W1EE: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144P/Xvo V; F2OO: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144D/Qph R; QVV: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144E/Pby K; EPP: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144C/Oms K; NCC: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144Y/Qlm K; QTT: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144X/Qdu P; Mdd Dim: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144F/Foi E; Syv: First Pay: 2021-10-20; Redemption: 2023-04-20; Registration: 144A/Zfv M;

Deal Comments

Umpmj. Lpf Cubb Hmqzpey 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 1997

WAL Test Period (YRS)

WAL Test Period End Date

May 8, 2020